In this study, we first explored and classified the types of multi-level pedestrian spaces in the sky as elevated walkways, connecting passages, and sky-bridge by comprehensively reviewing previous studies and practical projects. Second, we analyzed their design features related to connectivity, which are critical for their successful usage. As a research method, we selected Sejong City's elevated walkways and Pangyo New Town's connecting passage as study cases. Then, we measured their connectivity in three aspects: an urban center, surrounding facilities, and adjacent buildings and urban spaces, which we extracted through a literature review. As a result, we found that these recent cases widely applied the following design strategies to improve permeability between a city, a neighborhood, and adjacent buildings. First, their location is the city center, where the street network and infrastructure are most highly concentrated. Second, the land use of the study sites is a mixed-use, combining residential, business, cultural, commercial, and park, and green facilities. Lastly, adjacent buildings have vertical transportation approaching the multi-level pedestrian space on the main pedestrian circulation axis of the basement, as well as the ground floors, both inside and outside. The lower floors of the buildings have large atriums and a terrace on the second floor, mainly consisting of retail shops. In addition, the facades on the floor connected to the multi-level pedestrian space were opened up as much as possible through many entrances. These findings contribute meaningful insights into planning and designing multi-level pedestrian spaces in the sky, which have become important in creating a sustainable and compact city.